Proportional Volume Sampling and Approximation Algorithms for A-Optimal Design

22 Feb 2018Aleksandar NikolovMohit SinghUthaipon Tao Tantipongpipat

We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of the vector being measured... (read more)

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